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This paper proposes econometric methods for studying how economic variables respond to function-valued shocks. Our methods are developed based on linear projection estimation of predictive regression models with a function-valued predictor…

Econometrics · Economics 2025-04-09 Won-Ki Seo , Dakyung Seong

The possibility that price dynamics is affected by its distance from a moving average has been recently introduced as new statistical tool. The purpose is to identify the tendency of the price dynamics to be attractive or repulsive with…

Physics and Society · Physics 2009-11-11 V. Alfi , F. Coccetti , M. Marotta , L. Pietronero , M. Takayasu

The object of this lecture is to propose a series of conjectures and problems in different fields of analysis. They have been formulated with the aim of introducing some innovative methods in the study of classical topics, as open mappings,…

Functional Analysis · Mathematics 2007-05-23 Biagio Ricceri

Spatial statistics is concerned with the analysis of data that have spatial locations associated with them, and those locations are used to model statistical dependence between the data. The spatial data are treated as a single realisation…

Methodology · Statistics 2022-02-09 Noel Cressie , Matthew Sainsbury-Dale , Andrew Zammit-Mangion

In this letter, we consider the problem of field estimation using binary measurements. Previous work has formulated the problem as a parameter estimation problem, with the parameter estimation carried out in an online manner using…

Methodology · Statistics 2022-09-14 Alex S. Leong , Mohammad Zamani , Iman Shames

In this note, we propose a novel approach for a class of autonomous dynamical systems that allows, given some observations of the solutions, to identify its parameters and reconstruct the state vector. This approach relies on proving the…

Dynamical Systems · Mathematics 2024-08-22 Alicja B Kubik , Alain Rapaport , Benjamin Ivorra , Ángel M Ramos

Extracted event data from information systems often contain a variety of process executions making the data complex and difficult to comprehend. Unlike current research which only identifies the variability over time, we focus on other…

Software Engineering · Computer Science 2024-06-10 Ali Norouzifar , Majid Rafiei , Marcus Dees , Wil van der Aalst

Streamflow, as a natural phenomenon, is continuous in time and so are the meteorological variables which influence its variability. In practice, it can be of interest to forecast the whole flow curve instead of points (daily or hourly). To…

Applications · Statistics 2016-10-20 Pierre Masselot , Sophie Dabo-Niang , Fateh Chebana , Taha B. M. J. Ouarda

Log-symmetric regression models are particularly useful when the response variable is continuous, strictly positive and asymmetric. In this paper, we proposed a class of log-symmetric regression models in the context of correlated errors.…

Methodology · Statistics 2018-10-22 Helton Saulo , Roberto Vila

We study loss functions that measure the accuracy of a prediction based on multiple data points simultaneously. To our knowledge, such loss functions have not been studied before in the area of property elicitation or in machine learning…

Machine Learning · Computer Science 2017-06-06 Sebastian Casalaina-Martin , Rafael Frongillo , Tom Morgan , Bo Waggoner

In the present article, a new method for the evaluation of fractional derivatives of arbitrary real order is proposed. Numerous but inequivalent formulations have been given in the past. Some of them exhibit unsatisfactory properties such…

Functional Analysis · Mathematics 2021-05-04 Cyril Belardinelli

In this work logistic regression when both the response and the predictor variables may be missing is considered. Several existing approaches are reviewed, including complete case analysis, inverse probability weighting, multiple imputation…

The standard loss functions used in the literature on probabilistic prediction are the log loss function, the Brier loss function, and the spherical loss function; however, any computable proper loss function can be used for comparison of…

Machine Learning · Computer Science 2015-06-30 Vladimir Vovk

A successful approach to structured learning is to write the learning objective as a joint function of linear parameters and inference messages, and iterate between updates to each. This paper observes that if the inference problem is…

Machine Learning · Computer Science 2014-07-04 Justin Domke

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

Machine Learning · Statistics 2020-02-26 Ivan Ustyuzhaninov , Ieva Kazlauskaite , Carl Henrik Ek , Neill D. F. Campbell

Scalar-on-function logistic regression, where the response is a binary outcome and the predictor consists of random curves, has become a general framework to explore a linear relationship between the binary outcome and functional predictor.…

Methodology · Statistics 2022-04-07 Muge Mutis , Ufuk Beyaztas , Gulhayat Golbasi Simsek , Han Lin Shang

Transportation companies and organizations routinely collect huge volumes of passenger transportation data. By aggregating these data (e.g., counting the number of passengers going from a place to another in every 30 minute interval), it…

Databases · Computer Science 2023-10-16 Chrysanthi Kosyfaki , Nikos Mamoulis , Reynold Cheng , Ben Kao

We develop novel tools for computing the likelihood correspondence of an arrangement of hypersurfaces in a projective space. This uses the module of logarithmic derivations. This object is well-studied in the linear case, when the…

Commutative Algebra · Mathematics 2025-07-18 Thomas Kahle , Lukas Kühne , Leonie Mühlherr , Bernd Sturmfels , Maximilian Wiesmann

Continuous and strictly positive data that exhibit skewness and outliers frequently arise in many applied disciplines. Log-symmetric distributions provide a flexible framework for modeling such data. In this article, we develop new…

Methodology · Statistics 2026-02-16 Ganesh Vishnu Avhad , Sudheesh K. Kattumannil

Logistic regression is by far the most widely used classifier in real-world applications. In this paper, we benchmark the state-of-the-art active learning methods for logistic regression and discuss and illustrate their underlying…

Machine Learning · Statistics 2018-07-04 Yazhou Yang , Marco Loog
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